| Title:
|
PRACTICAL FINANCIAL OPTIMIZATION
DECISION MAKING FOR FINANCIAL ENGINEERS |
| By: |
Stavros A. Zenios, Harry M. Markowitz (Foreword) |
| Format: |
Hardback |
| List price:
|
£70.00 |
| Our price: |
£51.10 |
| Discount: |
|
| You save:
|
£18.90 |
|
|
|
|
|
| ISBN 10: |
1405132000 |
| ISBN 13: |
9781405132008 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
|
| Stock: |
Currently 0 available |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
1 December, 2007 |
| Pages: |
432 |
| Description: |
This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization. |
| Synopsis: |
Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge. Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of modelsAnalyizes real world applications and implications for financial engineersIncludes a list of models and a section on notations that includes a glossary of symbols and abbreviations |
| Publication: |
UK |
| Imprint: |
Wiley-Blackwell (an imprint of John Wiley & Sons Ltd) |
| Returns: |
Returnable |